The general problem of ill conditioning and its role in statistical analysis

DOI10.1016/0167-9473(86)90014-9zbMath0608.62087OpenAlexW2008542122MaRDI QIDQ1085927

David A. Belsley, R. Wayne Oldford

Publication date: 1986

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(86)90014-9

zbMATH Keywords

sensitivity analysislikelihood functionmulticollinearitycollinearitynonlinear estimationdata conditioningconditioning analysiscriterion conditioningestimator conditioningill conditioning

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Parametric inference (62F99) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (6)

Collinearity detection in linear regression models ⋮ Collinearity in generalized linear regression ⋮ On the n-dimensional geometry of regression diagnostics ⋮ On the potential in the estimation of linear functions in regression ⋮ Bayesian Estimation of the Log–linear Exponential Regression Model with Censorship and Collinearity ⋮ Adaptive fitting of linear mixed-effects models with correlated random effects

Cites Work

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• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Linear Statistical Inference and its Applications
• Robust Statistics

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